| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,666.5 |
6,609.5 |
-57.0 |
-0.9% |
6,667.5 |
| High |
6,680.0 |
6,684.0 |
4.0 |
0.1% |
6,684.0 |
| Low |
6,565.5 |
6,603.0 |
37.5 |
0.6% |
6,562.5 |
| Close |
6,612.5 |
6,664.0 |
51.5 |
0.8% |
6,619.5 |
| Range |
114.5 |
81.0 |
-33.5 |
-29.3% |
121.5 |
| ATR |
87.6 |
87.1 |
-0.5 |
-0.5% |
0.0 |
| Volume |
143,846 |
110,579 |
-33,267 |
-23.1% |
630,312 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,893.3 |
6,859.7 |
6,708.6 |
|
| R3 |
6,812.3 |
6,778.7 |
6,686.3 |
|
| R2 |
6,731.3 |
6,731.3 |
6,678.9 |
|
| R1 |
6,697.7 |
6,697.7 |
6,671.4 |
6,714.5 |
| PP |
6,650.3 |
6,650.3 |
6,650.3 |
6,658.8 |
| S1 |
6,616.7 |
6,616.7 |
6,656.6 |
6,633.5 |
| S2 |
6,569.3 |
6,569.3 |
6,649.2 |
|
| S3 |
6,488.3 |
6,535.7 |
6,641.7 |
|
| S4 |
6,407.3 |
6,454.7 |
6,619.5 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,986.5 |
6,924.5 |
6,686.3 |
|
| R3 |
6,865.0 |
6,803.0 |
6,652.9 |
|
| R2 |
6,743.5 |
6,743.5 |
6,641.8 |
|
| R1 |
6,681.5 |
6,681.5 |
6,630.6 |
6,651.8 |
| PP |
6,622.0 |
6,622.0 |
6,622.0 |
6,607.1 |
| S1 |
6,560.0 |
6,560.0 |
6,608.4 |
6,530.3 |
| S2 |
6,500.5 |
6,500.5 |
6,597.2 |
|
| S3 |
6,379.0 |
6,438.5 |
6,586.1 |
|
| S4 |
6,257.5 |
6,317.0 |
6,552.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,684.0 |
6,562.5 |
121.5 |
1.8% |
81.3 |
1.2% |
84% |
True |
False |
130,628 |
| 10 |
6,684.0 |
6,471.0 |
213.0 |
3.2% |
75.4 |
1.1% |
91% |
True |
False |
126,625 |
| 20 |
6,684.0 |
6,230.0 |
454.0 |
6.8% |
77.9 |
1.2% |
96% |
True |
False |
94,091 |
| 40 |
6,684.0 |
6,074.5 |
609.5 |
9.1% |
89.6 |
1.3% |
97% |
True |
False |
103,136 |
| 60 |
6,684.0 |
5,830.0 |
854.0 |
12.8% |
91.7 |
1.4% |
98% |
True |
False |
69,091 |
| 80 |
6,684.0 |
5,830.0 |
854.0 |
12.8% |
93.5 |
1.4% |
98% |
True |
False |
51,900 |
| 100 |
6,684.0 |
5,818.0 |
866.0 |
13.0% |
94.8 |
1.4% |
98% |
True |
False |
41,907 |
| 120 |
6,684.0 |
5,625.0 |
1,059.0 |
15.9% |
101.2 |
1.5% |
98% |
True |
False |
35,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,028.3 |
|
2.618 |
6,896.1 |
|
1.618 |
6,815.1 |
|
1.000 |
6,765.0 |
|
0.618 |
6,734.1 |
|
HIGH |
6,684.0 |
|
0.618 |
6,653.1 |
|
0.500 |
6,643.5 |
|
0.382 |
6,633.9 |
|
LOW |
6,603.0 |
|
0.618 |
6,552.9 |
|
1.000 |
6,522.0 |
|
1.618 |
6,471.9 |
|
2.618 |
6,390.9 |
|
4.250 |
6,258.8 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,657.2 |
6,650.9 |
| PP |
6,650.3 |
6,637.8 |
| S1 |
6,643.5 |
6,624.8 |
|